+143.3%
CNP vs FTV
+107.5%
+35.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.7% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | +6.8% | +18.3% | -11.4% | -0.1% |
| 3M | +3.6% | +9.8% | -6.2% | -0.4% |
| 6M | 0.0% | +12.3% | -12.3% | -5.1% |
| YTD | +9.4% | +23.1% | -13.7% | -1.1% |
| 1Y | +6.8% | +32.5% | -25.7% | -6.5% |
| 3Y | +64.2% | +38.3% | +25.8% | +35.7% |
| 5Y | +76.0% | +16.8% | +59.2% | +54.8% |
| 10Y | +143.3% | +106.6% | +36.8% | +50.1% |
| All | +143.3% | +107.5% | +35.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling